-98.3%
DFNS vs GTLB
+14.4%
-112.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | -16.0% | +11.1% | -27.1% | -20.8% |
| 30D | -77.7% | +37.8% | -115.5% | -81.8% |
| 3M | -77.2% | +61.6% | -138.8% | -82.7% |
| 6M | -95.2% | +98.9% | -194.1% | -96.6% |
| YTD | -98.0% | +32.8% | -130.7% | -98.7% |
| 1Y | -98.3% | +14.7% | -112.9% | -98.8% |
| All | -98.3% | +14.4% | -112.7% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling